Roctool GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:155.77% (-4.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5343 | 3.36 | |
| 0.0324 | 3.21 | |
| 0.9063 | 141.99 | |
| 0.1104 | 4.71 |
Estimation Period:
Feb 8, 2022 to Feb 13, 2026
Feb 8, 2022 to Feb 13, 2026
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